Trading Metrics calculated at close of trading on 19-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2008 |
19-May-2008 |
Change |
Change % |
Previous Week |
Open |
12,992.74 |
12,985.41 |
-7.33 |
-0.1% |
12,745.55 |
High |
13,001.94 |
13,136.69 |
134.75 |
1.0% |
13,001.94 |
Low |
12,893.49 |
12,963.76 |
70.27 |
0.5% |
12,740.50 |
Close |
12,986.80 |
13,028.16 |
41.36 |
0.3% |
12,986.80 |
Range |
108.45 |
172.93 |
64.48 |
59.5% |
261.44 |
ATR |
162.11 |
162.88 |
0.77 |
0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,561.66 |
13,467.84 |
13,123.27 |
|
R3 |
13,388.73 |
13,294.91 |
13,075.72 |
|
R2 |
13,215.80 |
13,215.80 |
13,059.86 |
|
R1 |
13,121.98 |
13,121.98 |
13,044.01 |
13,168.89 |
PP |
13,042.87 |
13,042.87 |
13,042.87 |
13,066.33 |
S1 |
12,949.05 |
12,949.05 |
13,012.31 |
12,995.96 |
S2 |
12,869.94 |
12,869.94 |
12,996.46 |
|
S3 |
12,697.01 |
12,776.12 |
12,980.60 |
|
S4 |
12,524.08 |
12,603.19 |
12,933.05 |
|
|
Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,694.07 |
13,601.87 |
13,130.59 |
|
R3 |
13,432.63 |
13,340.43 |
13,058.70 |
|
R2 |
13,171.19 |
13,171.19 |
13,034.73 |
|
R1 |
13,078.99 |
13,078.99 |
13,010.77 |
13,125.09 |
PP |
12,909.75 |
12,909.75 |
12,909.75 |
12,932.80 |
S1 |
12,817.55 |
12,817.55 |
12,962.83 |
12,863.65 |
S2 |
12,648.31 |
12,648.31 |
12,938.87 |
|
S3 |
12,386.87 |
12,556.11 |
12,914.90 |
|
S4 |
12,125.43 |
12,294.67 |
12,843.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,136.69 |
12,780.97 |
355.72 |
2.7% |
140.87 |
1.1% |
69% |
True |
False |
|
10 |
13,136.69 |
12,715.02 |
421.67 |
3.2% |
155.29 |
1.2% |
74% |
True |
False |
|
20 |
13,136.69 |
12,656.56 |
480.13 |
3.7% |
156.54 |
1.2% |
77% |
True |
False |
|
40 |
13,136.69 |
12,176.11 |
960.58 |
7.4% |
162.61 |
1.2% |
89% |
True |
False |
|
60 |
13,136.69 |
11,731.60 |
1,405.09 |
10.8% |
197.60 |
1.5% |
92% |
True |
False |
|
80 |
13,136.69 |
11,731.60 |
1,405.09 |
10.8% |
205.34 |
1.6% |
92% |
True |
False |
|
100 |
13,563.32 |
11,634.82 |
1,928.50 |
14.8% |
216.14 |
1.7% |
72% |
False |
False |
|
120 |
13,780.11 |
11,634.82 |
2,145.29 |
16.5% |
212.21 |
1.6% |
65% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,871.64 |
2.618 |
13,589.42 |
1.618 |
13,416.49 |
1.000 |
13,309.62 |
0.618 |
13,243.56 |
HIGH |
13,136.69 |
0.618 |
13,070.63 |
0.500 |
13,050.23 |
0.382 |
13,029.82 |
LOW |
12,963.76 |
0.618 |
12,856.89 |
1.000 |
12,790.83 |
1.618 |
12,683.96 |
2.618 |
12,511.03 |
4.250 |
12,228.81 |
|
|
Fisher Pivots for day following 19-May-2008 |
Pivot |
1 day |
3 day |
R1 |
13,050.23 |
13,017.39 |
PP |
13,042.87 |
13,006.61 |
S1 |
13,035.52 |
12,995.84 |
|